-7.7%
AAL vs GTLB
-8.4%
+0.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.4% |
| 7D | -0.3% | +4.6% | -4.9% | -1.4% |
| 30D | -19.0% | +21.0% | -40.0% | -22.8% |
| 3M | -5.1% | +51.7% | -56.8% | -14.6% |
| 6M | +15.5% | +89.3% | -73.8% | -2.8% |
| YTD | -15.8% | +25.6% | -41.4% | -21.9% |
| 1Y | -0.3% | -1.5% | +1.2% | -2.3% |
| 3Y | -7.7% | -9.9% | +2.3% | -15.4% |
| All | -7.7% | -8.4% | +0.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling